NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 22-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.630 |
3.349 |
-0.281 |
-7.7% |
3.901 |
| High |
3.655 |
3.355 |
-0.300 |
-8.2% |
3.907 |
| Low |
3.442 |
3.157 |
-0.285 |
-8.3% |
3.442 |
| Close |
3.458 |
3.168 |
-0.290 |
-8.4% |
3.458 |
| Range |
0.213 |
0.198 |
-0.015 |
-7.0% |
0.465 |
| ATR |
0.168 |
0.178 |
0.009 |
5.6% |
0.000 |
| Volume |
43,370 |
48,636 |
5,266 |
12.1% |
198,701 |
|
| Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.821 |
3.692 |
3.277 |
|
| R3 |
3.623 |
3.494 |
3.222 |
|
| R2 |
3.425 |
3.425 |
3.204 |
|
| R1 |
3.296 |
3.296 |
3.186 |
3.262 |
| PP |
3.227 |
3.227 |
3.227 |
3.209 |
| S1 |
3.098 |
3.098 |
3.150 |
3.064 |
| S2 |
3.029 |
3.029 |
3.132 |
|
| S3 |
2.831 |
2.900 |
3.114 |
|
| S4 |
2.633 |
2.702 |
3.059 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.997 |
4.693 |
3.714 |
|
| R3 |
4.532 |
4.228 |
3.586 |
|
| R2 |
4.067 |
4.067 |
3.543 |
|
| R1 |
3.763 |
3.763 |
3.501 |
3.683 |
| PP |
3.602 |
3.602 |
3.602 |
3.562 |
| S1 |
3.298 |
3.298 |
3.415 |
3.218 |
| S2 |
3.137 |
3.137 |
3.373 |
|
| S3 |
2.672 |
2.833 |
3.330 |
|
| S4 |
2.207 |
2.368 |
3.202 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.770 |
3.157 |
0.613 |
19.3% |
0.164 |
5.2% |
2% |
False |
True |
39,440 |
| 10 |
3.907 |
3.157 |
0.750 |
23.7% |
0.160 |
5.1% |
1% |
False |
True |
49,130 |
| 20 |
4.412 |
3.157 |
1.255 |
39.6% |
0.164 |
5.2% |
1% |
False |
True |
44,853 |
| 40 |
4.530 |
3.157 |
1.373 |
43.3% |
0.164 |
5.2% |
1% |
False |
True |
45,075 |
| 60 |
4.530 |
3.157 |
1.373 |
43.3% |
0.140 |
4.4% |
1% |
False |
True |
37,093 |
| 80 |
4.530 |
3.157 |
1.373 |
43.3% |
0.126 |
4.0% |
1% |
False |
True |
31,657 |
| 100 |
4.530 |
3.157 |
1.373 |
43.3% |
0.116 |
3.7% |
1% |
False |
True |
27,368 |
| 120 |
4.530 |
3.157 |
1.373 |
43.3% |
0.109 |
3.4% |
1% |
False |
True |
24,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.197 |
|
2.618 |
3.873 |
|
1.618 |
3.675 |
|
1.000 |
3.553 |
|
0.618 |
3.477 |
|
HIGH |
3.355 |
|
0.618 |
3.279 |
|
0.500 |
3.256 |
|
0.382 |
3.233 |
|
LOW |
3.157 |
|
0.618 |
3.035 |
|
1.000 |
2.959 |
|
1.618 |
2.837 |
|
2.618 |
2.639 |
|
4.250 |
2.316 |
|
|
| Fisher Pivots for day following 22-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.256 |
3.464 |
| PP |
3.227 |
3.365 |
| S1 |
3.197 |
3.267 |
|